+9.9%
KMB vs VXX
-99.0%
+108.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.0% |
| 7D | -8.6% | +1.6% | -10.2% | -8.5% |
| 30D | -7.5% | -9.5% | +1.9% | -8.0% |
| 3M | -0.6% | -27.3% | +26.7% | -2.1% |
| 6M | -1.5% | -43.3% | +41.8% | -4.0% |
| YTD | +1.6% | -30.9% | +32.5% | +0.2% |
| 1Y | -20.8% | -47.2% | +26.4% | -22.8% |
| 3Y | -12.4% | -78.5% | +66.1% | -16.6% |
| 5Y | -12.9% | -95.6% | +82.7% | -23.7% |
| All | +9.9% | -99.0% | +108.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling